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MMS.L vs. LCPE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMS.L vs. LCPE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) and Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MMS.L is traded in GBP, while LCPE.L is traded in GBp. To make them comparable, the LCPE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


MMS.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

LCPE.L

1D
-0.59%
1M
2.51%
YTD
13.75%
6M
14.34%
1Y
28.26%
3Y*
12.14%
5Y*
9.55%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMS.L vs. LCPE.L - Yearly Performance Comparison


MMS.L vs. LCPE.L - Sectors Allocation Comparison


Sectors
MMS.L
LCPE.L

Industrials

21.8%
0.2%

Financial Services

16.9%

-

Real Estate

12.8%
0.0%

Consumer Cyclical

10.9%
1.9%

Technology

10.3%
0.2%

Healthcare

7.7%
32.6%

Basic Materials

5.9%
32.3%

Energy

5.6%
0.0%

Utilities

3.4%

-

Communication Services

3.0%
0.0%

Consumer Defensive

1.7%
32.8%

Industrials

MMS.L
21.8%
LCPE.L
0.2%

Financial Services

MMS.L
16.9%
LCPE.L

-

Real Estate

MMS.L
12.8%
LCPE.L
0.0%

Consumer Cyclical

MMS.L
10.9%
LCPE.L
1.9%

Technology

MMS.L
10.3%
LCPE.L
0.2%

Healthcare

MMS.L
7.7%
LCPE.L
32.6%

Basic Materials

MMS.L
5.9%
LCPE.L
32.3%

Energy

MMS.L
5.6%
LCPE.L
0.0%

Utilities

MMS.L
3.4%
LCPE.L

-

Communication Services

MMS.L
3.0%
LCPE.L
0.0%

Consumer Defensive

MMS.L
1.7%
LCPE.L
32.8%

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Return for Risk

MMS.L vs. LCPE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MMS.L

LCPE.L
LCPE.L Risk / Return Rank: 7777
Overall Rank
LCPE.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
LCPE.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
LCPE.L Omega Ratio Rank: 7474
Omega Ratio Rank
LCPE.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
LCPE.L Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MMS.L vs. LCPE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) and Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MMS.L vs. LCPE.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMS.LLCPE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

Drawdowns

MMS.L vs. LCPE.L - Drawdown Comparison


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Drawdown Indicators


MMS.LLCPE.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

Max Drawdown (5Y)

Largest decline over 5 years

-12.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.05%

Current Drawdown

Current decline from peak

-3.09%

Average Drawdown

Average peak-to-trough decline

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

Volatility

MMS.L vs. LCPE.L - Volatility Comparison


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Volatility by Period


MMS.LLCPE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

MMS.L vs. LCPE.L - Expense Ratio Comparison

MMS.L has a 0.40% expense ratio, which is lower than LCPE.L's 0.65% expense ratio.


Dividends

MMS.L vs. LCPE.L - Dividend Comparison

Neither MMS.L nor LCPE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, MMS.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MMS.L is cheaper with a 0.40% expense ratio, compared with 0.65% for LCPE.L.

MMS.L tracks MSCI EMU Small Cap NR EUR, while LCPE.L tracks MSCI Europe NR EUR. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.40% for MMS.L and 0.65% for LCPE.L.

Portfolio Optimizer

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